Multifactor models

IEEE Signal Processing Magazine

Volumn 28, Issue 5, 2011, Pages 37-48

  Jay, Emmanuelle ^a   Duvaut, Patrick ^b   Darolles, Serge ^c   Chretien, Arnaud ^d  

^a UNIVERSITÉ DE CERGY PONTOISE   (France)

^b UNIVERSITÉ PARIS SACLAY   (France)

^c UNIVERSITÉ DE TOULOUSE   (France)

^d Quantitative Research and Development   (United Arab Emirates)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKETS; RISK PERCEPTION;

CLASSICAL TECHNIQUES; CONCRETE APPLICATIONS; EFFICIENT ESTIMATION; FACTOR MODEL; FINANCIAL ASSETS; HEDGE FUNDS; MULTIFACTOR MODELS; SIGNAL PROCESSING TECHNIQUE;

SIGNAL PROCESSING;

EID: 85032751481     PISSN: 10535888     EISSN: None     Source Type: Journal    
DOI: 10.1109/MSP.2011.941550     Document Type: Article

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